Module market 

Market module for peg and order book health analysis.

Fetches level-2 order book data from exchange APIs and runs configurable health checks for stablecoin markets.

Market Module

Provides peg and order book health analysis for stablecoin markets. Uses a data-driven architecture: exchange behaviour is described by YAML venue descriptors (see venues/ directory). A VenueRegistry loads all descriptors and creates generic ExchangeClient instances at runtime, so new venues can be added without code changes.

Supported Venues

Built-in CEX descriptors: Binance, MEXC, Bitget, Gate.io, Bybit, OKX, Coinbase, Kraken, HTX, Crypto.com, and Biconomy. DEX data (Ethereum, Solana) is synthesized from DexScreener liquidity.

Usage

use scope::market::{VenueRegistry, HealthThresholds, MarketSummary};

#[tokio::main]
async fn main() -> scope::Result<()> {
    let registry = VenueRegistry::load()?;
    let exchange = registry.create_exchange_client("binance")?;
    let pair = exchange.format_pair("USDC");
    let book = exchange.fetch_order_book(&pair).await?;
    let summary = MarketSummary::from_order_book(&book, 1.0, &HealthThresholds::default(), None);
    print!("{}", summary.format_text(Some("binance")));
    Ok(())
}

Re-exports

pub use configurable_client::ConfigurableExchangeClient;

pub use descriptor::VenueDescriptor;

pub use exchange::ExchangeClient;

pub use orderbook::ExecutionEstimate;

pub use orderbook::ExecutionSide;

pub use orderbook::HealthCheck;

pub use orderbook::HealthThresholds;

pub use orderbook::MarketSnapshot;

pub use orderbook::MarketSummary;

pub use orderbook::OrderBook;

pub use orderbook::OrderBookClient;

pub use orderbook::OrderBookLevel;

pub use orderbook::Ticker;

pub use orderbook::TickerClient;

pub use orderbook::Trade;

pub use orderbook::TradeHistoryClient;

pub use orderbook::TradeSide;

pub use orderbook::order_book_from_analytics;

pub use registry::VenueRegistry;

Modules

analytics

DEX analytics utilities.

configurable_client

Generic exchange client that interprets a VenueDescriptor at runtime.

descriptor

Venue descriptor schema for data-driven exchange integration.

exchange

ExchangeClient facade: composes OrderBook, Ticker, and TradeHistory capabilities behind a unified interface with capability discovery.

health

Order book health analysis and market summary.

registry

Venue registry: loads and manages venue descriptors.

traits

Market client traits for fetching exchange data.

types

Core market data types.